Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455)

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Non-zero-sum stochastic differential reinsurance and investment games with default risk
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    Non-zero-sum stochastic differential reinsurance and investment games with default risk (English)
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    23 November 2017
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    decision analysis
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    game theory
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    default risk
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    reinsurance and investment
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    Heston volatility model
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